+726.8%
CSCO vs GDX
+220.3%
+506.5%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.2% | +2.7% | +0.8% |
| 7D | -0.7% | -0.4% | -0.3% | -0.7% |
| 30D | -10.1% | +18.6% | -28.7% | -11.9% |
| 3M | -15.7% | +14.9% | -30.6% | -17.3% |
| 6M | +36.3% | -6.3% | +42.5% | +36.3% |
| YTD | +43.8% | +15.7% | +28.1% | +40.1% |
| 1Y | +63.9% | +54.8% | +9.1% | +54.0% |
| 3Y | +104.4% | +253.4% | -149.1% | +72.8% |
| 5Y | +111.4% | +219.7% | -108.3% | +78.4% |
| 10Y | +361.7% | +300.2% | +61.5% | +265.2% |
| All | +726.8% | +220.3% | +506.5% | +453.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GDX.
Daily Out/Under-Performance
Portfolio return minus GDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded GDX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling